Fixed parameter check which failed when 0.0 was passed
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d26a068adf
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@ -19,7 +19,6 @@ def liquidation_price(
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entry_price: Optional[float],
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mm_rate: Optional[float]
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) -> Optional[float]:
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if trading_mode == TradingMode.SPOT:
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return None
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@ -30,9 +29,8 @@ def liquidation_price(
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)
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if exchange_name.lower() == "binance":
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if not wallet_balance or not mm_ex_1 or not upnl_ex_1 \
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or not maintenance_amt or not position or not entry_price \
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or not mm_rate:
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if None in [wallet_balance, mm_ex_1, upnl_ex_1, maintenance_amt, position, entry_price,
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mm_rate]:
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raise OperationalException(
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f"Parameters wallet_balance, mm_ex_1, upnl_ex_1, "
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f"maintenance_amt, position, entry_price, mm_rate "
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@ -187,3 +185,9 @@ def ftx(
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# If nothing was returned
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exception("ftx", trading_mode, collateral)
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if __name__ == '__main__':
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print(liquidation_price("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED,
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1535443.01, 356512.508,
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0.0, 16300.000, 109.488, 32481.980, 0.025))
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@ -93,10 +93,10 @@ def test_liquidation_price_exception_thrown(
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'mm_ex_1, upnl_ex_1, maintenance_amt, position, entry_price, '
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'mm_rate, expected',
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[
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("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 71200.8114,
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-56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1114.78),
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("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 356512.508,
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-448192.89, 16300.000, 109.488, 32481.980, 0.025, 18778.73),
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("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 0.0,
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0.0, 135365.00, 3683.979, 1456.84, 0.10, 1114.78),
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("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.ISOLATED, 1535443.01, 0.0,
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0.0, 16300.000, 109.488, 32481.980, 0.025, 18778.73),
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("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 71200.81144,
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-56354.57, 135365.00, 3683.979, 1456.84, 0.10, 1153.26),
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("binance", 0.0, False, 1, TradingMode.FUTURES, Collateral.CROSS, 1535443.01, 356512.508,
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